Skip to main navigation Skip to search Skip to main content

Testing the variance of symmetric heavy-tailed distributions

  • S. J. Lee
  • , Ping Sa
  • University of West Florida

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)39-52
Number of pages14
JournalJournal of Statistical Computation and Simulation
Volume56
Issue number1
DOIs
StatePublished - 1996

ASJC Scopus Subject Areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Keywords

  • Edgeworth expansion
  • Positive coefficient of kurtosis
  • Symmetric heavy-tailed distribution
  • Type I error rate

Cite this